Market risk
Cutting Edge introduction: risky contributions
Risky contributions
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Economic turmoil taxes market risk models
Treading carefully
Use of OECD ratings in US market risk proposals questioned
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5: US ratings workaround too punitive, banks complain
Risk software survey 2011
Compliance is key
Gas users lock in low long-term prices
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
OCC seeking change to rating ban in Dodd-Frank, reveals Walsh
Banking regulator talking to Congress about altering the Dodd-Frank Act to allow a limited use of credit ratings
Financial institutions plan to increase risk and trading IT spending in 2012
Just over 60% of respondents plan to up their technology spend next year, with market risk systems the main beneficiary
Eurozone debt crisis: facing up to the risks of political uncertainty
The risks of political uncertainty
Dangerous adaptation: the evolution of risk
Dangerous adaptation: the evolution of risk
Cost of control: balancing risk and expense
Cost of control
Prop trading ban set to crimp market-making and hedging activities
Putting a stop to prop
Cutting edge introduction
A popular copula
BBVA given deadline to improve AMA model
BBVA has been given until December 2011 to make improvements to its AMA model by the Bank of Spain, or will not obtain the capital savings the AMA allows
Finding Volcker rule metrics will be tough, dealers warn
Crop of the props
Risk-managing the Middle East's revolutions
Risk-managing revolution
Lamb discusses CME Clearing Europe's goals
A clear goal
Industry models not sufficiently developed to calculate CVA charge, says Basel Committee
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
Video: Market risk reporting requires standardisation, says Risk Europe keynote speaker
A plethora of methodologies for reporting market risk in annual reports makes transparency impossible, says Sanjay Sharma at Risk Europe in Brussels
Building the future energy markets in emerging Asia
Energising the future